I spent x hours to try to get my controller (xbox360) to work. The xboxcemu-dlls did not work anymore, 'cause there was a change with the input-dlls since wine-version 1.9.x.
If you want to go through steam with your controller, install native steam, setup your controller there. The settings are the same as in wine-steam. So this worked for me.
But easiest way at the moment is using qjoypad. This can be easy configured and works always.
It's planned to implement the controller in wine. i guess this is in progress.